Marcelo Bianconi : Citation Profile


Are you Marcelo Bianconi?

Tufts University

8

H index

5

i10 index

149

Citations

RESEARCH PRODUCTION:

34

Articles

33

Papers

2

Books

RESEARCH ACTIVITY:

   31 years (1988 - 2019). See details.
   Cites by year: 4
   Journals where Marcelo Bianconi has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 16 (9.7 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbi3
   Updated: 2019-12-07    RAS profile: 2019-03-17    
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Relations with other researchers


Works with:

Yoshino, Joe (5)

Tan, Chih Ming (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marcelo Bianconi.

Is cited by:

Itaya, Jun-ichi (9)

Mino, Kazuo (9)

Shibata, Akihisa (5)

Ono, Yoshiyasu (4)

Sen, Partha (4)

Bajona, Claustre (3)

Turnovsky, Stephen J (3)

Aloui, Chaker (3)

Koray, Faik (3)

Kaneko, Akihiko (3)

Ahmad, Wasim (3)

Cites to:

Turnovsky, Stephen J (28)

Fama, Eugene (14)

French, Kenneth (10)

Karolyi, G. (9)

merton, robert (9)

Rebelo, Sergio (8)

Weil, Philippe (8)

Imbens, Guido (7)

Jones, Larry (7)

Prescott, Edward (7)

Manuelli, Rodolfo (7)

Main data


Where Marcelo Bianconi has published?


Journals with more than one article published# docs
International Review of Economics & Finance9
Journal of Macroeconomics3
The North American Journal of Economics and Finance3
The Journal of International Trade & Economic Development2
Estudios Económicos2
Review of International Economics2

Working Papers Series with more than one paper published# docs
Working Papers / University of Washington, Department of Economics3
Economics Series / Institute for Advanced Studies2

Recent works citing Marcelo Bianconi (2019 and 2018)


YearTitle of citing document
2018Corruption, governments’ debts, trade, and global growth. (2018). Zhang, Wei-Bin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(615):y:2018:i:2(615):p:27-50.

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2018Asset price volatility in EU-6 economies: how large is the role played by the ECB?. (2018). Colabella, Andrea ; Ciarlone, Alessio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1175_18.

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2017Risk assessment of oil price from static and dynamic modelling approaches. (2017). Wei, Yi-Ming ; Tang, Bao-Jun ; Mi, Zhifu ; Guan, Dabo ; Cao, Hong ; Yu, Hao ; Cong, Rong-Gang. In: CEEP-BIT Working Papers. RePEc:biw:wpaper:102.

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2018Financial risk network architecture of energy firms. (2018). Uribe, Jorge ; Manotas, Diego ; Restrepo, Natalia . In: Applied Energy. RePEc:eee:appene:v:215:y:2018:i:c:p:630-642.

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2017The demand of energy from an optimal portfolio choice perspective. (2017). Umar, Zaghum. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:478-494.

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2017Expected default based score for identifying systemically important banks. (2017). Yao, Yanzhen ; Wei, LU ; Zhu, Xiaoqian ; Li, Jianping. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:589-600.

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2018Optimal hedge ratios for clean energy equities. (2018). Ahmad, Wasim ; Sharma, Amit ; Sadorsky, Perry. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:278-295.

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2019Can skewness predict currency excess returns?. (2019). Yin, Libo ; Han, Liyan ; Jiang, Xue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:628-641.

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2019Arbitrage-free conditions for implied volatility surface by Delta. (2019). Bao, Ying ; Zhao, Yanlong ; Wang, Ximei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:819-834.

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2018Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model. (2018). GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung ; Hosseini, Seyed Mehdi. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:124-142.

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2018Financial connectedness of BRICS and global sovereign bond markets. (2018). Ahmad, Wasim ; Daly, Kevin J ; Mishra, Anil V. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:1-16.

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2017“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets. (2017). Chevallier, Julien ; Guesmi, Khaled ; Zhang, Yue-Jun. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:228-239.

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2019Developing a hierarchical system for energy corporate risk factors based on textual risk disclosures. (2019). Wenli, Guo ; Wei, LU ; Sun, Xiaolei ; Zhu, Xiaoqian. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:452-460.

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2018Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:117-133.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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2019Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds. (2019). Mishra, Anil ; Ahmad, Wasim ; Singh, Jitendra. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:441-460.

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2019Comparing results of the implied cost of capital and capital asset pricing models for infrastructure firms in Brazil. (2019). da Silva, Fabiana Lopes ; Bergmann, Daniel Reed ; Securato, Jose Roberto ; Ferreira, Jose Roberto. In: Utilities Policy. RePEc:eee:juipol:v:56:y:2019:i:c:p:149-158.

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2018Does US cross-listing come with incremental benefit for already UK cross-listed firms. (2018). Ghadhab, Imen ; Mrad, Mouna . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:188-204.

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2018Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry. (2018). Chang, Carolyn W ; Yu, Min-Teh ; Li, Xiaodan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:273-284.

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2018Contagion and Stock Interdependence in the BRIC+M Block. (2018). Sosa, Magnolia Miriam ; Rosales, Alejandra Cabello ; Pacheco, Christian Bucio . In: Economía: teoría y práctica. RePEc:ety:journl:v:48:y:2018:i:1:p:173-196.

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2018Entrepreneurship, financial frictions and the welfare gains of business cycles. (2018). Merlin, Giovanni. In: Textos para discussão. RePEc:fgv:eesptd:484.

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2018Capital taxation, investment, growth, and welfare. (2018). Zoller-Rydzek, Benedikt ; Egger, Peter ; Bosenberg, Simon. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:25:y:2018:i:2:d:10.1007_s10797-017-9454-3.

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2017Convergence and Overtaking in a Dynamic two Country Model. (2017). Shimomura, Koji ; Sen, Partha. In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:1:d:10.1007_s11079-016-9413-0.

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2019The sovereign debt listing puzzle. (2019). Gulati, Mitu ; Meyer, Josefin ; de Fontenay, Elisabeth. In: Oxford Economic Papers. RePEc:oup:oxecpp:v:71:y:2019:i:2:p:472-495..

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2018Why do firms make an additional cross-listing? An empirical investigation using multiple failure time model. (2018). Derbali, Abdelkader ; Hellara, Slaheddine ; Ghadhab, Imen. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:3:d:10.1057_s41260-018-0075-x.

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2018Is there convergence between the BRICS and International REIT Markets?. (2018). YAYA, OLAOLUWA ; Gil-Alana, Luis ; coskun, yener ; Akinsomi, Omokolade. In: MPRA Paper. RePEc:pra:mprapa:88756.

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2018Forecasting risk using auto regressive integrated moving average approach: an evidence from S&P BSE Sensex. (2018). Challa, Madhavi Latha ; Rao, Siva Nageswara ; Malepati, Venkataramanaiah. In: Financial Innovation. RePEc:spr:fininn:v:4:y:2018:i:1:d:10.1186_s40854-018-0107-z.

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2018Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis. (2018). Pereira, Dirceu. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0011.

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Works by Marcelo Bianconi:


YearTitleTypeCited
2015Empirical Estimation of the Cost of Equity: An Application to Selected Brazilian Utilities Companies In: Review of Economics & Finance.
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article1
2012Empirical Estimation of the Cost of Equity: An Application to Selected Brazilian Utilities Companies..(2012) In: Discussion Papers Series, Department of Economics, Tufts University.
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This paper has another version. Agregated cites: 1
paper
2001Heterogeneity, Efficiency and Asset Allocation with Endogenous Labor Supply: The Static Case. In: Manchester School.
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article0
1999Heterogeneity, Efficiency, and Asset Allocation with Endogenous Labor Supply: The Static Case.(1999) In: Computing in Economics and Finance 1999.
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paper
1992The International Transmission of Tax Policies in a Dynamic World Economy. In: Review of International Economics.
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article18
1992The International Transmission of Tax Policies in a Dynamic World Economy.(1992) In: NBER Working Papers.
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paper
2014Intertemporal Budget Policies and Macroeconomic Adjustment in Indebted Open Economies In: Review of International Economics.
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article1
2011Intertemporal Budget Policies and Macroeconomic Adjustment in Indebted Open Economies.(2011) In: Economics Series.
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This paper has another version. Agregated cites: 1
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1997International Effects of Government Expenditure in Interdependent Economies. In: Canadian Journal of Economics.
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article13
2005WELFARE GAINS FROM STABILIZATION IN A STOCHASTICALLY GROWING ECONOMY WITH IDIOSYNCRATIC SHOCKS AND FLEXIBLE LABOR SUPPLY In: Macroeconomic Dynamics.
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article9
2003The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply.(2003) In: Computing in Economics and Finance 2003.
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2004The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply.(2004) In: Discussion Papers Series, Department of Economics, Tufts University.
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The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply.() In: Working Papers.
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1995Fiscal policy in a simple two-country dynamic model In: Journal of Economic Dynamics and Control.
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article11
2013Firm value, the Sarbanes-Oxley Act and cross-listing in the U.S., Germany and Hong Kong destinations In: The North American Journal of Economics and Finance.
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article6
2015Implied volatility and the risk-free rate of return in options markets In: The North American Journal of Economics and Finance.
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article3
2014Implied Volatility and the Risk-Free Rate of Return in Options Markets.(2014) In: Discussion Papers Series, Department of Economics, Tufts University.
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2017Higher moment exchange rate exposure of S&P500 firms In: The North American Journal of Economics and Finance.
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article1
1995On dynamic real trade models In: Economics Letters.
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article9
1992Monetary growth innovations in a simple cash-in-advance asset-pricing model In: European Economic Review.
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article2
2014Risk factors and value at risk in publicly traded companies of the nonrenewable energy sector In: Energy Economics.
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article8
2013Risk Factors and Value at Risk in Publicly Trades Companies of the Nonrenewable Energy Sector.(2013) In: Discussion Papers Series, Department of Economics, Tufts University.
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2005Intertemporal budget policies and macroeconomic adjustment in a small open economy In: Journal of International Money and Finance.
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2001Intertemporal Budget Policies and Macroeconomic Adjustment in a Small Open Economy.(2001) In: Economics Series.
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2003Intertemporal Budget Policies and Macroeconomic Adjustment in a Small Open Economy.(2003) In: Discussion Papers Series, Department of Economics, Tufts University.
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1991Temporary monetary and fiscal policy in an optimizing model of exchange rate determination In: Journal of Macroeconomics.
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1993On perfect foresight and uncertainty in economic models: Two monetary examples In: Journal of Macroeconomics.
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1995Inflation and the real price of equities: Theory with some empirical evidence In: Journal of Macroeconomics.
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2003Private information, growth, and asset prices with stochastic disturbances In: International Review of Economics & Finance.
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2003Private Information, Growth and Asset Prices with Stochastic Disturbances.(2003) In: Discussion Papers Series, Department of Economics, Tufts University.
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2008Heterogeneity, adverse selection and valuation with endogenous labor supply In: International Review of Economics & Finance.
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2004Heterogeneity, Adverse Selection and Valuation with Endogenous Labor Supply.(2004) In: Discussion Papers Series, Department of Economics, Tufts University.
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2010Cross-listing premium in the US and the UK destination In: International Review of Economics & Finance.
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article10
2009Cross-listing Premium in the US and the UK Destination.(2009) In: Discussion Papers Series, Department of Economics, Tufts University.
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2012Firm Market Performance and Volatility in a National Real Estate Sector In: International Review of Economics & Finance.
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article2
2015Determinants of systemic risk and information dissemination In: International Review of Economics & Finance.
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2013Determinants of Systemic Risk and Information Dissemination.(2013) In: Working Paper series.
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2013Determinants of Systemic Risk and Information Dissemination.(2013) In: Discussion Papers Series, Department of Economics, Tufts University.
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1994A note on uncertainty, liquidity, and stock prices In: International Review of Economics & Finance.
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2019Evaluating the instantaneous and medium-run impact of mergers and acquisitions on firm values In: International Review of Economics & Finance.
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1999Intertemporal budget policies in an endogenous growth model with nominal assets In: International Review of Economics & Finance.
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1998Intertemporal Budget Policies in an Endogenous Growth Model with Nominal Assets.(1998) In: Discussion Papers Series, Department of Economics, Tufts University.
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2000The effects of alternative fiscal policies on the intertemporal government budget constraint In: International Review of Economics & Finance.
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1999The Effects of Alternative Fiscal Policies on the Intertemporal Government Budget Constraint.(1999) In: Discussion Papers Series, Department of Economics, Tufts University.
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2013House price indexes and cyclical behavior In: International Journal of Housing Markets and Analysis.
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2017Valuation of the worldwide commodities sector: The role of market-to-book and return on equity In: Studies in Economics and Finance.
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1989Política monetaria y márgen de ganancia variable en una economía pequeña y abierta con inflación: Consideraciones dinámicas y estratégicas In: Estudios Económicos.
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1991Una nota expositiva sobre la condición de transversalidad en modelos económicos dinámicos en tiempo continuo In: Estudios Económicos.
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1988STRATEGIC WAGES POLICY AND THE GAINS FROM COOPERATION. In: Discussion Papers in Economics at the University of Washington.
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1988STRATEGIC WAGES POLICY AND THE GAINS FROM COOPERATION..(1988) In: Working Papers.
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1989STOCHASTIC GOVERNMENT PREFERENCES, FISCAL CREDIBILITY, AND THE VALUE INFORMATION. In: Discussion Papers in Economics at the University of Washington.
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1989STOCHASTIC GOVERNMENT PREFERENCES, FISCAL CREDIBILITY, AND THE VALUE INFORMATION..(1989) In: Working Papers.
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2015Firm value, investment and monetary policy In: International Journal of Accounting and Finance.
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2010Firm Value, Investment and Monetary Policy.(2010) In: Discussion Papers Series, Department of Economics, Tufts University.
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2003Fiscal Policy and the Terms of Trade in an Analytical Two-Country Dynamic Model. In: International Tax and Public Finance.
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2003Fiscal Policy and the Terms of Trade in an Analytical Two-Country Dynamic Model.(2003) In: Discussion Papers Series, Department of Economics, Tufts University.
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2001The Impact of Idiosyncratic Shocks on Welfare and Asset Returns in a Stochastically Growing Economy In: Computing in Economics and Finance 2001.
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2011Transfer programs under alternative insurance schemes and liquidity constraints In: The Journal of International Trade & Economic Development.
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1999A dynamic monetary model with costly foreign currency In: The Journal of International Trade & Economic Development.
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1999A Dynamic Monetary Model with Costly Foreign Currency.(1999) In: Discussion Papers Series, Department of Economics, Tufts University.
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2004Aggregate and Idiosyncratic Risk and the Behavior of Individual Preferences under Moral Hazard In: Discussion Papers Series, Department of Economics, Tufts University.
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2004Transfer Programs and Consumption under Alternative Insurance Schemes and Liquidity Constraints In: Discussion Papers Series, Department of Economics, Tufts University.
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2009Firm Value, Cross-Listing Premium and the Sarbanes-Oxley Act In: Discussion Papers Series, Department of Economics, Tufts University.
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2011BRIC and the U.S. Financial Crisis: An Empirical Investigation of Stocks and Bonds Markets. In: Discussion Papers Series, Department of Economics, Tufts University.
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2012Worldwide Commodities Sector Market-To-Book and Return on Equity Valuation In: Discussion Papers Series, Department of Economics, Tufts University.
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2015Equity Prices and Cartel Activity In: Discussion Papers Series, Department of Economics, Tufts University.
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2019Trade Policy Uncertainty and Stock Returns In: Discussion Papers Series, Department of Economics, Tufts University.
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2003Financial Economics, Risk and Information:An Introduction to Methods and Models In: World Scientific Books.
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2011Financial Economics, Risk and Information In: World Scientific Books.
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